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Vanguard U.S. Momentum Factor ETF (VFMO)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US9219355081

CUSIP

921935508

Issuer

Vanguard

Inception Date

Feb 13, 2018

Region

North America (U.S.)

Leveraged

1x

Asset Class

Equity

Asset Class Size

Multi-Cap

Asset Class Style

Growth

Expense Ratio

VFMO has an expense ratio of 0.13%, which is considered low.


Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

Performance Chart


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Returns By Period

Vanguard U.S. Momentum Factor ETF (VFMO) returned 0.52% year-to-date (YTD) and 10.55% over the past 12 months.


VFMO

YTD

0.52%

1M

14.89%

6M

-2.23%

1Y

10.55%

5Y*

17.32%

10Y*

N/A

^GSPC (Benchmark)

YTD

1.30%

1M

12.94%

6M

1.49%

1Y

12.48%

5Y*

15.82%

10Y*

10.87%

*Annualized

Monthly Returns

The table below presents the monthly returns of VFMO, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20255.08%-4.29%-8.05%0.45%8.21%0.52%
20242.20%9.18%3.37%-6.22%5.75%0.33%3.85%1.50%1.83%0.60%10.02%-7.48%26.14%
20234.05%-2.34%-2.58%-0.97%0.43%8.59%3.22%-3.45%-6.03%-5.08%11.89%9.33%16.25%
2022-8.96%1.27%3.26%-8.43%2.35%-9.58%8.36%-0.39%-7.64%12.87%2.14%-6.00%-12.84%
20215.27%5.65%-1.01%2.73%1.41%2.02%-1.96%3.39%-3.32%6.71%-3.72%1.14%19.16%
20200.59%-7.34%-15.77%13.55%7.97%3.90%6.87%4.82%-1.29%-2.42%14.68%6.17%31.36%
201910.05%5.55%0.41%1.94%-3.46%6.03%2.05%-1.09%-2.65%1.58%3.79%1.72%28.22%
2018-0.44%0.04%-0.39%5.96%-0.17%1.57%6.63%-1.24%-10.59%-0.96%-10.89%-11.41%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of VFMO is 46, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of VFMO is 4646
Overall Rank
The Sharpe Ratio Rank of VFMO is 4343
Sharpe Ratio Rank
The Sortino Ratio Rank of VFMO is 4545
Sortino Ratio Rank
The Omega Ratio Rank of VFMO is 4444
Omega Ratio Rank
The Calmar Ratio Rank of VFMO is 5252
Calmar Ratio Rank
The Martin Ratio Rank of VFMO is 4545
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Vanguard U.S. Momentum Factor ETF (VFMO) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Vanguard U.S. Momentum Factor ETF Sharpe ratios as of May 17, 2025 (values are recalculated daily):

  • 1-Year: 0.42
  • 5-Year: 0.77
  • All Time: 0.51

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of Vanguard U.S. Momentum Factor ETF compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


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Dividends

Dividend History

Vanguard U.S. Momentum Factor ETF provided a 0.81% dividend yield over the last twelve months, with an annual payout of $1.34 per share.


0.40%0.60%0.80%1.00%1.20%1.40%1.60%1.80%$0.00$0.50$1.00$1.50$2.002018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM2024202320222021202020192018
Dividend$1.34$1.19$1.17$1.97$1.07$0.51$1.06$0.48

Dividend yield

0.81%0.72%0.89%1.72%0.81%0.45%1.23%0.70%

Monthly Dividends

The table displays the monthly dividend distributions for Vanguard U.S. Momentum Factor ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.00$0.31$0.00$0.00$0.31
2024$0.00$0.00$0.16$0.00$0.00$0.32$0.00$0.00$0.27$0.00$0.00$0.44$1.19
2023$0.00$0.00$0.36$0.00$0.00$0.28$0.00$0.00$0.15$0.00$0.00$0.37$1.17
2022$0.00$0.00$0.36$0.00$0.00$0.56$0.00$0.00$0.49$0.00$0.00$0.56$1.97
2021$0.00$0.00$0.11$0.00$0.00$0.21$0.00$0.00$0.26$0.00$0.00$0.50$1.07
2020$0.00$0.00$0.13$0.00$0.00$0.13$0.00$0.00$0.06$0.00$0.00$0.19$0.51
2019$0.00$0.00$0.20$0.00$0.00$0.29$0.00$0.00$0.20$0.00$0.00$0.36$1.06
2018$0.17$0.00$0.00$0.12$0.00$0.00$0.18$0.48

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Vanguard U.S. Momentum Factor ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Vanguard U.S. Momentum Factor ETF was 36.77%, occurring on Mar 23, 2020. Recovery took 90 trading sessions.

The current Vanguard U.S. Momentum Factor ETF drawdown is 7.13%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-36.77%Feb 20, 202023Mar 23, 202090Jul 30, 2020113
-27.21%Sep 5, 201877Dec 24, 2018250Dec 20, 2019327
-25.8%Nov 9, 2021221Sep 26, 2022340Feb 2, 2024561
-24.4%Nov 27, 202489Apr 8, 2025
-12.18%Jul 17, 202414Aug 5, 202432Sep 19, 202446

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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